+13.2%
CNH vs TRI
-10.1%
+23.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.4% |
| 7D | +1.8% | -8.4% | +10.2% | +2.9% |
| 30D | +32.6% | -6.5% | +39.1% | +33.6% |
| 3M | +29.4% | +18.6% | +10.8% | +26.4% |
| 6M | +26.0% | -10.4% | +36.4% | +29.4% |
| YTD | +52.2% | -23.7% | +75.9% | +66.5% |
| 1Y | +23.9% | -42.5% | +66.3% | +50.9% |
| 3Y | +10.1% | -19.3% | +29.4% | +7.7% |
| 5Y | +13.2% | -9.7% | +22.8% | -3.0% |
| All | +13.2% | -10.1% | +23.2% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling